tag:blogger.com,1999:blog-7025352174566040697.post2251608115577860631..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: Bad News for Banks, Stocks and EnergyAlex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger19125tag:blogger.com,1999:blog-7025352174566040697.post-20684585489222406142009-10-21T16:16:45.464-04:002009-10-21T16:16:45.464-04:00Hi In Debt...,
Yeah, freaky. It's still well ...Hi In Debt...,<br /><br />Yeah, freaky. It's still well below the TDST line at 23.44, so the damage isn't too big yet. But on the weekly chart it broke below a weekly support line at 20.14 briefly intraday, then reversed back above. That's probably not a good development.<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-87399938243637106342009-10-21T15:57:09.543-04:002009-10-21T15:57:09.543-04:00Wow - talk about a vix reversal! Good thing I did...Wow - talk about a vix reversal! Good thing I didnt buy those puts.In Debt We Trusthttps://www.blogger.com/profile/05283475872936333396noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-87181717762198534012009-10-21T09:57:54.372-04:002009-10-21T09:57:54.372-04:00Hey Joseph,
SPX is holding up nicely the past few...Hey Joseph,<br /><br />SPX is holding up nicely the past few days and has broken out to a new high.<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-45848921727105343692009-10-21T09:46:06.841-04:002009-10-21T09:46:06.841-04:00Hi Alex, UUP broke out of a downtrend wedge. If th...Hi Alex, UUP broke out of a downtrend wedge. If the USD bounces our equities will tk a hit. Your call on OIL worked out, really confussed on the SnP. I know your long til Nov 2nd but man oh man. Really looking forward to your data analysis this Frifay to see if the commercials have added to shorts or exited shorts for a late mth rally?<br /><br />Thanks<br />JosephJosephhttps://www.blogger.com/profile/16995866473007547296noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-48835107394768137292009-10-20T09:40:58.962-04:002009-10-20T09:40:58.962-04:00Hi Anonymous,
Sort of, yes. My views on the VIX c...Hi Anonymous,<br /><br />Sort of, yes. My views on the VIX came from the chart, while my bearish signal comes from a mechanical system. At the same time, it's possible that VIX will enter a consolidation stage or even a small retracement at the end of a completed setup. In that case, there's not necessarily a contradiction. I can't say right now how long the SPX signal will last Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-23333502385749107942009-10-20T04:11:13.311-04:002009-10-20T04:11:13.311-04:00Your $VIX more downside view would seem to contrad...Your $VIX more downside view would seem to contradict your bearishness on S&P 500 ?<br /><br />ThanksAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-57167141448796778272009-10-19T23:19:38.508-04:002009-10-19T23:19:38.508-04:00Hi In Debt...,
I took a look at the weekly and mo...Hi In Debt...,<br /><br />I took a look at the weekly and monthly charts of VIX for more insights. On the weekly chart, VIX just had a failed breakout above a TDST resistance line at 27.04 and is now just above a TDST support line at 20.47 on a 3 count of a TD Setup. That's pretty early in the count, and if VIX falls below that line, the theory is it would continue to a completed 9 count (i.eAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-24944232186644046062009-10-19T23:02:09.468-04:002009-10-19T23:02:09.468-04:00Alex,
Here is some more additional context about ...Alex,<br /><br />Here is some more additional context about liquidity flows. Treasury to bail out the FHA through buying FNM/FRE bonds (again). Also, Bernanke reassured traders that repos would not put an end to liquidity (sloshing). <br /><br />http://debtsofanation.blogspot.com/2009/10/debts-of-<br />spenders-treasury-to-buy.html<br /><br />I suppose this means we'll hit 20k by the end ofIn Debt We Trusthttps://www.blogger.com/profile/05283475872936333396noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-81526067193996049982009-10-19T22:58:08.767-04:002009-10-19T22:58:08.767-04:00Alex,
I just read this interesting post. It seem...Alex,<br /><br />I just read this interesting post. It seems the author agrees with you that the vix is due for another beating after trending sideways for the near future (consolidation). Does this mean it's time to buy vix puts? I bought vix puts at 28-29 but sold too early (at 25.5) and feel like a fool for all the missed profits!<br /><br />http://vixandmore.blogspot.com/2009/10/In Debt We Trusthttps://www.blogger.com/profile/05283475872936333396noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-39248235750253748192009-10-19T15:04:16.054-04:002009-10-19T15:04:16.054-04:00That would be "Tom DeMark."
Regards,
Al...That would be "Tom DeMark."<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-37084880534210145072009-10-19T15:03:16.462-04:002009-10-19T15:03:16.462-04:00What does "TD" stand for?What does "TD" stand for?In Debt We Trusthttps://www.blogger.com/profile/05283475872936333396noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-37162472152394511712009-10-19T11:42:20.917-04:002009-10-19T11:42:20.917-04:00Hi In Debt...,
VIX has broken down seriously belo...Hi In Debt...,<br /><br />VIX has broken down seriously below support, but interestingly enough, today (barring a massive reversal) will be a completed 9 count of a TD setup. Often, a completed setup is followed by a brief consolidation period. <br /><br />But a setup often eventually leads to a TD countdown, which would entail more downside for VIX. And VIX broke down below support quite early Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-14448026333519654512009-10-19T00:11:53.005-04:002009-10-19T00:11:53.005-04:00$VIX is down 10 days in a row.
This is also a VE...$VIX is down 10 days in a row. <br /><br />This is also a VERY rare occurrence.Fear is the contrarian play. I say the VIX not only goes up next week, it spikes much higher in a one or two day period.In Debt We Trusthttps://www.blogger.com/profile/05283475872936333396noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-36488614048335031652009-10-17T15:17:45.286-04:002009-10-17T15:17:45.286-04:00Hi Mark,
I'm not sure I understand what you m...Hi Mark,<br /><br />I'm not sure I understand what you mean. The small traders don't have a negative net position in the last COT report as a percentage of the total open interest. In any case, their net position is irrelevant to me. It's their relative positioning (compared to the moving average) that I care about.<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-80880813770758731692009-10-17T15:14:21.479-04:002009-10-17T15:14:21.479-04:00Hi Anonymous,
Thanks for your questions. I have e...Hi Anonymous,<br /><br />Thanks for your questions. I have explained it in various comments in the past, but those aren't easily findable. I've just added some more details on my FAQs page about the delays.<br /><br />Regards,<br />AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-34215450819688380202009-10-17T14:47:00.561-04:002009-10-17T14:47:00.561-04:00Hi Severino,
No - you are forgetting that the emi...Hi Severino,<br /><br />No - you are forgetting that the emini contract is a fifth of the value of the larger contract. So your own table shows you are incorrect. Furthermore, my testing has shown that the larger contract has tended to give better, more robust setups. That said, I haven't returned to the emini data with my current testing technique to re-verify that. On my to-do list. If you Alex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-50000407164724395192009-10-17T13:10:55.659-04:002009-10-17T13:10:55.659-04:00Thank you, Alex. Very interesting.
Is "4) If...Thank you, Alex. Very interesting.<br /><br />Is "4) If I get a new signal..." the only location on your site were you discuss your philosophy for delaying trades ?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-82040666196511404922009-10-17T12:11:14.211-04:002009-10-17T12:11:14.211-04:00So you do not look at the eminis where most of the...So you do not look at the eminis where most of the small traders would be? http://i37.tinypic.com/14e2yab.jpgSeverinohttps://www.blogger.com/profile/09279332888959190709noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-14757108845316719822009-10-17T04:28:27.386-04:002009-10-17T04:28:27.386-04:00Hi Alex,
For SP500, you are fading net position %...Hi Alex,<br /><br />For SP500, you are fading net position % and in last your trade signal you generate sell signal.<br />My question: in last COT report the small net position is negative on extreme levels ( small trader short the market), if you fading them you must be bull the market. Am I right?<br /><br />MarkAnonymousnoreply@blogger.com